+4,142.2%
AZN vs DECK
+7,820.9%
-3,678.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.8% | -1.3% |
| 7D | 0.0% | -2.2% | +2.2% | +0.1% |
| 30D | +0.7% | -13.6% | +14.3% | +1.5% |
| 3M | -10.5% | -21.2% | +10.7% | -9.5% |
| 6M | -19.3% | -21.1% | +1.8% | -18.4% |
| YTD | -10.6% | -17.2% | +6.6% | -10.0% |
| 1Y | +0.5% | -30.7% | +31.3% | +2.0% |
| 3Y | +25.9% | -3.4% | +29.2% | +24.0% |
| 5Y | +52.4% | +25.5% | +26.9% | +46.9% |
| 10Y | +220.8% | +714.7% | -493.8% | +178.1% |
| All | +4,142.2% | +7,820.9% | -3,678.8% | +3,135.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DECK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling